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You don't remove the grill to change the fog lights. You have to un-do the plastic cover over the radiator, then bend it back a bit to get to them. I did this and that was according to the service manual. It's a royal pain...but you go in through the rear, not the front.
just remove the four plastic hold down clips on the top plastic cover between the radiator and the front end and lift it off. twist the sockets and remove the bulbs